This namespace gives access to all the gsl_fit functions and allows us to use gsl::vector and gsl::matrix shared pointers. More...

Namespaces
namespace	nlinear
	Namespace for gsl_multifit_nlinear functions.

Classes
class	function
	Class that extends gsl_multifit_function so that it can be constructed from arbitrary function objects. More...

class	linear_workspace
	Workspace for general linear least squares with p parameters and n observations. More...

class	robust_workspace
	Workspace for robust linear least squares with p parameters and n observations. More...

Typedefs
typedef gsl_multifit_robust_type const *	robust_type
	Convenience typedef. More...

typedef gsl_multifit_robust_stats	robust_stats
	Convenience tyepdef. More...

Functions
int	linear (matrix const &X, vector const &y, vector &c, matrix &cov, double &chisq, linear_workspace &work)
	C++ version of gsl_multifit_linear(). More...

int	linear_svd (matrix const &X, linear_workspace &work)
	C++ version of gsl_multifit_linear_svd(). More...

int	wlinear (matrix const &X, vector const &w, vector const &y, vector &c, matrix &cov, double &chisq, linear_workspace &work)
	C++ version of gsl_multifit_wlinear(). More...

int	wlinear_svd (matrix const &X, vector const &w, vector const &y, double tol, size_t &rank, vector &c, matrix &cov, double &chisq, linear_workspace &work)
	C++ version of gsl_multifit_wlinear_svd(). More...

int	wlinear_usvd (matrix const &X, vector const &w, vector const &y, double tol, size_t &rank, vector &c, matrix &cov, double &chisq, linear_workspace &work)
	C++ version of gsl_multifit_wlinear_usvd(). More...

int	linear_est (vector const &x, vector const &c, matrix const &cov, double &y, double &y_err)
	C++ version of gsl_multifit_linear_est(). More...

int	linear_residuals (matrix const &X, vector const &y, vector const &c, vector &r)
	C++ version of gsl_multifit_linear_residuals(). More...

int	robust_tune (double const tune, robust_workspace &w)
	C++ version of gsl_multifit_robust_tune(). More...

char const *	robust_name (robust_workspace const &w)
	C++ version of gsl_multifit_robust_name(). More...

robust_stats	robust_statistics (robust_workspace const &w)
	C++ version of gsl_multifit_robust_statistics(). More...

int	robust (matrix const &X, vector const &y, vector &c, matrix &cov, robust_workspace &w)
	C++ version of gsl_multifit_robust(). More...

int	robust_est (vector const &x, vector const &c, matrix const &cov, double &y, double &y_err)
	C++ version of gsl_multifit_robust_est(). More...

int	linear_bsvd (matrix const &X, linear_workspace &work)
	C++ version of gsl_multifit_linear_bsvd(). More...

size_t	linear_rank (double const tol, linear_workspace const &work)
	C++ version of gsl_multifit_linear_rank(). More...

int	linear_solve (double const lambda, matrix const &X, vector const &y, vector &c, double &rnorm, double &snorm, linear_workspace &work)
	C++ version of gsl_multifit_linear_solve(). More...

int	linear_applyW (matrix const &X, vector const &w, vector const &y, matrix &WX, vector &Wy)
	C++ version of gsl_multifit_linear_applyW(). More...

int	linear_stdform1 (vector const &L, matrix const &X, vector const &y, matrix &Xs, vector &ys, linear_workspace &work)
	C++ version of gsl_multifit_linear_stdform1(). More...

int	linear_wstdform1 (vector const &L, matrix const &X, vector const &w, vector const &y, matrix &Xs, vector &ys, linear_workspace &work)
	C++ version of gsl_multifit_linear_wstdform1(). More...

int	linear_L_decomp (matrix &L, vector &tau)
	C++ version of gsl_multifit_linear_L_decomp(). More...

int	linear_stdform2 (matrix const &LQR, vector const &Ltau, matrix const &X, vector const &y, matrix &Xs, vector &ys, matrix &M, linear_workspace &work)
	C++ version of gsl_multifit_linear_stdform2(). More...

int	linear_wstdform2 (matrix const &LQR, vector const &Ltau, matrix const &X, vector const &w, vector const &y, matrix &Xs, vector &ys, matrix &M, linear_workspace &work)
	C++ version of gsl_multifit_linear_wstdform2(). More...

int	linear_genform1 (vector const &L, vector const &cs, vector &c, linear_workspace &work)
	C++ version of gsl_multifit_linear_genform1(). More...

int	linear_genform2 (matrix const &LQR, vector const &Ltau, matrix const &X, vector const &y, vector const &cs, matrix const &M, vector &c, linear_workspace &work)
	C++ version of gsl_multifit_linear_genform2(). More...

int	linear_wgenform2 (matrix const &LQR, vector const &Ltau, matrix const &X, vector const &w, vector const &y, vector const &cs, matrix const &M, vector &c, linear_workspace &work)
	C++ version of gsl_multifit_linear_wgenform2(). More...

int	linear_lcurve (vector const &y, vector &reg_param, vector &rho, vector &eta, linear_workspace &work)
	C++ version of gsl_multifit_linear_lcurve(). More...

int	linear_lcurvature (vector const &y, vector const &reg_param, vector const &rho, vector const &eta, vector &kappa, linear_workspace &work)
	C++ version of gsl_multifit_linear_lcurvature(). More...

int	linear_lcorner (vector const &rho, vector const &eta, size_t *idx)
	C++ version of gsl_multifit_linear_lcorner(). More...

int	linear_lcorner (vector const &rho, vector const &eta, size_t &idx)
	C++ version of gsl_multifit_linear_lcorner(). More...

int	linear_lcorner2 (vector const &reg_param, vector const &eta, size_t *idx)
	C++ version of gsl_multifit_linear_lcorner2(). More...

int	linear_lcorner2 (vector const &reg_param, vector const &eta, size_t &idx)
	C++ version of gsl_multifit_linear_lcorner2(). More...

int	linear_Lk (size_t const p, size_t const k, matrix &L)
	C++ version of gsl_multifit_linear_Lk(). More...

int	linear_Lsobolev (size_t const p, size_t const kmax, vector const &alpha, matrix &L, linear_workspace &work)
	C++ version of gsl_multifit_linear_Lsobolev(). More...

int	wlinear_tsvd (matrix const &X, vector const &w, vector const &y, double const tol, vector &c, matrix &cov, double &chisq, size_t &rank, linear_workspace &work)
	C++ version of gsl_multifit_wlinear_tsvd(). More...

double	linear_rcond (linear_workspace const &w)
	C++ version of gsl_multifit_linear_rcond(). More...

int	linear_gcv_init (vector const &y, vector &reg_param, vector &UTy, double &delta0, linear_workspace &work)
	C++ version of gsl_multifit_linear_gcv_init(). More...

int	linear_gcv_curve (vector const &reg_param, vector const &UTy, double const delta0, vector &G, linear_workspace &work)
	C++ version of gsl_multifit_linear_gcv_curve(). More...

int	linear_gcv_min (vector const &reg_param, vector const &UTy, vector const &G, double const delta0, double &lambda, linear_workspace &work)
	C++ version of gsl_multifit_linear_gcv_min(). More...

double	linear_gcv_calc (double const lambda, vector const &UTy, double const delta0, linear_workspace &work)
	C++ version of gsl_multifit_linear_gcv_calc(). More...

int	linear_gcv (vector const &y, vector &reg_param, vector &G, double &lambda, double &G_lambda, linear_workspace &work)
	C++ version of gsl_multifit_linear_gcv(). More...

int	robust_maxiter (size_t const maxiter, robust_workspace &w)
	C++ version of gsl_multifit_robust_maxiter(). More...

int	robust_weights (vector const &r, vector &wts, robust_workspace &w)
	C++ version of gsl_multifit_robust_weights(). More...

int	robust_residuals (matrix const &X, vector const &y, vector const &c, vector &r, robust_workspace &w)
	C++ version of gsl_multifit_robust_residuals(). More...

static robust_type	robust_default ()
	Robust linear static type. More...

static robust_type	robust_bisquare ()
	Robust linear static type. More...

static robust_type	robust_cauchy ()
	Robust linear static type. More...

static robust_type	robust_fair ()
	Robust linear static type. More...

static robust_type	robust_huber ()
	Robust linear static type. More...

static robust_type	robust_ols ()
	Robust linear static type. More...

static robust_type	robust_welsch ()
	Robust linear static type. More...

template<typename T >
function	make_function (T &t)
	Make a gsl::multifit::function from a function object that implements gsl::multifit::function::Concept. More...

Detailed Description

This namespace gives access to all the gsl_fit functions and allows us to use gsl::vector and gsl::matrix shared pointers.

Typedef Documentation

◆ robust_stats

typedef gsl_multifit_robust_stats gsl::multifit::robust_stats

Convenience tyepdef.

Definition at line 660 of file multifit.hpp.

◆ robust_type

typedef gsl_multifit_robust_type const* gsl::multifit::robust_type

Convenience typedef.

Definition at line 450 of file multifit.hpp.

Function Documentation

◆ linear()

int gsl::multifit::linear	(	matrix const &	X,
		vector const &	y,
		vector &	c,
		matrix &	cov,
		double &	chisq,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear().

Parameters

X	The matrix of predictor variables, which has one row for each observation and one column for each coefficient.
y	The vector of observations of the dependent variable.
c	The vector of coefficients (return value).
cov	The covariance matrix (return value).
chisq	The sum of squares of the residuals of the best fit.
work	A linear_workspace object.

Returns: Error code on failure.

Definition at line 265 of file multifit.hpp.

References gsl::ran::chisq(), gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_applyW()

int gsl::multifit::linear_applyW	(	matrix const &	X,
		vector const &	w,
		vector const &	y,
		matrix &	WX,
		vector &	Wy
	)

inline

C++ version of gsl_multifit_linear_applyW().

Parameters

X	matrix
w	diagonal weights
y	vector
WX	\(W^{1/2}\) on output
Wy	\(W^{1/2}\) on output

Returns: Error code on failure

Definition at line 767 of file multifit.hpp.

References gsl::matrix::get(), and gsl::vector::get().

◆ linear_bsvd()

int gsl::multifit::linear_bsvd	(	matrix const &	X,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_bsvd().

Parameters

X	A matrix
work	A workspace to store SVD factors

Returns: Error code on failure

Definition at line 733 of file multifit.hpp.

References gsl::matrix::get(), and gsl::multifit::linear_workspace::get().

◆ linear_est()

int gsl::multifit::linear_est	(	vector const &	x,
		vector const &	c,
		matrix const &	cov,
		double &	y,
		double &	y_err
	)

inline

C++ version of gsl_multifit_linear_est().

Parameters

x	A vector of predictor (independent variable) values.
c	A vector of coefficients (not a return value).
cov	The covariance matrix (not a return value).
y	The predicted dependent variable value (return value).
y_err	Estimate of the standard deviation in y (return value).

Returns: Error code on failure.

Definition at line 431 of file multifit.hpp.

References gsl::matrix::get(), and gsl::vector::get().

◆ linear_gcv()

int gsl::multifit::linear_gcv	(	vector const &	y,
		vector &	reg_param,
		vector &	G,
		double &	lambda,
		double &	G_lambda,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_gcv().

Parameters

y	The right side vector
reg_param	Regularisation parameters
G	Vector for curve [return]
lambda	A vector [return] minimising GCV curve
G_lambda	Return value
work	A workspace

Returns: Error code on failure

Definition at line 1070 of file multifit.hpp.

References gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_gcv_calc()

double gsl::multifit::linear_gcv_calc	(	double const	lambda,
		vector const &	UTy,
		double const	delta0,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_gcv_calc().

Parameters

lambda	A vector [input]
UTy	\(U^{\top}y\)
delta0	Parameter
work	A workspace

Returns: Error code on failure

Definition at line 1057 of file multifit.hpp.

References gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_gcv_curve()

int gsl::multifit::linear_gcv_curve	(	vector const &	reg_param,
		vector const &	UTy,
		double const	delta0,
		vector &	G,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_gcv_curve().

Parameters

reg_param	Regularisation parameters
UTy	\(U^{\top}y\)
delta0	Parameter
G	Vector for curve [return]
work	A workspace

Returns: Error code on failure

Definition at line 1031 of file multifit.hpp.

References gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_gcv_init()

int gsl::multifit::linear_gcv_init	(	vector const &	y,
		vector &	reg_param,
		vector &	UTy,
		double &	delta0,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_gcv_init().

Parameters

y	The right side vector
reg_param	Regularisation parameters
UTy	\(U^{\top}y\)
delta0	Parameter used for subsequent steps
work	A workspace

Returns: Error code on failure

Definition at line 1018 of file multifit.hpp.

References gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_gcv_min()

int gsl::multifit::linear_gcv_min	(	vector const &	reg_param,
		vector const &	UTy,
		vector const &	G,
		double const	delta0,
		double &	lambda,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_gcv_min().

Parameters

reg_param	Regularisation parameters
UTy	\(U^{\top}y\)
G	Vector for curve [return]
delta0	Parameter
lambda	A vector [return]
work	A workspace

Returns: Error code on failure

Definition at line 1045 of file multifit.hpp.

References gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_genform1()

int gsl::multifit::linear_genform1	(	vector const &	L,
		vector const &	cs,
		vector &	c,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_genform1().

Parameters

L	Diagonal matrix
cs	Standard form solution vector
c	solution vector for original problem [return]
work	A workspace

Returns: Error code on failure

Definition at line 851 of file multifit.hpp.

References gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_genform2()

int gsl::multifit::linear_genform2	(	matrix const &	LQR,
		vector const &	Ltau,
		matrix const &	X,
		vector const &	y,
		vector const &	cs,
		matrix const &	M,
		vector &	c,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_genform2().

Parameters

LQR	A matrix
Ltau	A vector
X	A matrix
y	A vector
cs	Standard form solution vector
M	Matrix [return]
c	solution vector for original problem [return]
work	A workspace

Returns: Error code on failure

Definition at line 866 of file multifit.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_L_decomp()

int gsl::multifit::linear_L_decomp	(	matrix &	L,
		vector &	tau
	)

inline

C++ version of gsl_multifit_linear_L_decomp().

Parameters

L	A matrix
tau	Householder scalars [return]

Returns: Error code on failure

Definition at line 806 of file multifit.hpp.

References gsl::matrix::get(), and gsl::vector::get().

◆ linear_lcorner() [1/2]

int gsl::multifit::linear_lcorner	(	vector const &	rho,
		vector const &	eta,
		size_t &	idx
	)

inline

C++ version of gsl_multifit_linear_lcorner().

Parameters

rho	Residual norms
eta	Solution norms
idx	Solution index

Returns: Error code on failure

Definition at line 943 of file multifit.hpp.

References gsl::sf::eta(), and gsl::vector::get().

◆ linear_lcorner() [2/2]

int gsl::multifit::linear_lcorner	(	vector const &	rho,
		vector const &	eta,
		size_t *	idx
	)

inline

C++ version of gsl_multifit_linear_lcorner().

Parameters

rho	Residual norms
eta	Solution norms
idx	Solution index

Returns: Error code on failure

Definition at line 934 of file multifit.hpp.

References gsl::sf::eta(), and gsl::vector::get().

◆ linear_lcorner2() [1/2]

int gsl::multifit::linear_lcorner2	(	vector const &	reg_param,
		vector const &	eta,
		size_t &	idx
	)

inline

C++ version of gsl_multifit_linear_lcorner2().

Parameters

reg_param	Regularisation parameters
eta	Solution norms
idx	Solution index

Returns: Error code on failure

Definition at line 961 of file multifit.hpp.

References gsl::sf::eta(), and gsl::vector::get().

◆ linear_lcorner2() [2/2]

int gsl::multifit::linear_lcorner2	(	vector const &	reg_param,
		vector const &	eta,
		size_t *	idx
	)

inline

C++ version of gsl_multifit_linear_lcorner2().

Parameters

reg_param	Regularisation parameters
eta	Solution norms
idx	Solution index

Returns: Error code on failure

Definition at line 952 of file multifit.hpp.

References gsl::sf::eta(), and gsl::vector::get().

◆ linear_lcurvature()

int gsl::multifit::linear_lcurvature	(	vector const &	y,
		vector const &	reg_param,
		vector const &	rho,
		vector const &	eta,
		vector &	kappa,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_lcurvature().

Parameters

y	A vector
reg_param	Regularisation parameters [return]
rho	Residual norms [return]
eta	Solution norms [return]
kappa	Curvature values [return]
work	A workspace

Returns: Error code on failure

Definition at line 923 of file multifit.hpp.

References gsl::sf::eta(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_lcurve()

int gsl::multifit::linear_lcurve	(	vector const &	y,
		vector &	reg_param,
		vector &	rho,
		vector &	eta,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_lcurve().

Parameters

y	A vector
reg_param	Regularisation parameters [return]
rho	Residual norms [return]
eta	Solution norms [return]
work	A workspace

Returns: Error code on failure

Definition at line 909 of file multifit.hpp.

References gsl::sf::eta(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_Lk()

int gsl::multifit::linear_Lk	(	size_t const	p,
		size_t const	k,
		matrix &	L
	)

inline

C++ version of gsl_multifit_linear_Lk().

Parameters

p	number of points in grid
k	Order of derivative operator
L	Storage for result [return]

Returns: Error code on failure

Definition at line 970 of file multifit.hpp.

References gsl::matrix::get().

◆ linear_Lsobolev()

int gsl::multifit::linear_Lsobolev	(	size_t const	p,
		size_t const	kmax,
		vector const &	alpha,
		matrix &	L,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_Lsobolev().

Parameters

p	Number of model parameters
kmax	Highest derivative to include
alpha	Weight assigned to derivative of order k
L	regularisation matrix [return]
work	A workspace

Returns: Error code on failure

Definition at line 981 of file multifit.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_rank()

size_t gsl::multifit::linear_rank	(	double const	tol,
		linear_workspace const &	work
	)

inline

C++ version of gsl_multifit_linear_rank().

Parameters

tol	Tolerance for rank calculations
work	A workspace

Returns: Error code on failure

Definition at line 741 of file multifit.hpp.

References gsl::multifit::linear_workspace::get().

◆ linear_rcond()

double gsl::multifit::linear_rcond ( linear_workspace const & w )

inline

C++ version of gsl_multifit_linear_rcond().

Parameters

w	A workspace

Returns: Reciprocal condition number

Definition at line 1007 of file multifit.hpp.

References gsl::multifit::linear_workspace::get().

◆ linear_residuals()

int gsl::multifit::linear_residuals	(	matrix const &	X,
		vector const &	y,
		vector const &	c,
		vector &	r
	)

inline

C++ version of gsl_multifit_linear_residuals().

Parameters

X	The matrix of predictor variables, which has one row for each observation and one column for each coefficient.
y	The vector of observations of the dependent variable.
c	A vector of coefficients (not a return value).
r	Vector of residuals from the model \(y=Xc+\varepsilon\) (return value).

Returns: Error code on failure.

Definition at line 444 of file multifit.hpp.

References gsl::matrix::get(), and gsl::vector::get().

◆ linear_solve()

int gsl::multifit::linear_solve	(	double const	lambda,
		matrix const &	X,
		vector const &	y,
		vector &	c,
		double &	rnorm,
		double &	snorm,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_solve().

Parameters

lambda	regularisation parameter
X	matrix
y	vector
c	vector
rnorm	residual norm
snorm	solution norm
work	A workspace

Returns: Error code on failure

Definition at line 754 of file multifit.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_stdform1()

int gsl::multifit::linear_stdform1	(	vector const &	L,
		matrix const &	X,
		vector const &	y,
		matrix &	Xs,
		vector &	ys,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_stdform1().

Parameters

L	Diagonal matrix
X	matrix
y	vector
Xs	output matrix
ys	output vector
work	A workspace

Returns: Error code on failure

Definition at line 780 of file multifit.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_stdform2()

int gsl::multifit::linear_stdform2	(	matrix const &	LQR,
		vector const &	Ltau,
		matrix const &	X,
		vector const &	y,
		matrix &	Xs,
		vector &	ys,
		matrix &	M,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_stdform2().

Parameters

LQR	A matrix
Ltau	A vector
X	A matrix
y	vector
Xs	A matrix [return]
ys	A vector [return]
M	Additional workspace matrix
work	A workspace

Returns: Error code on failure

Definition at line 820 of file multifit.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_svd()

int gsl::multifit::linear_svd	(	matrix const &	X,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_svd().

Parameters

X	The matrix of predictor variables, which has one row for each observation and one column for each coefficient.
work	A linear_workspace object.

Returns: Error code on failure.

Definition at line 275 of file multifit.hpp.

References gsl::matrix::get(), and gsl::multifit::linear_workspace::get().

◆ linear_wgenform2()

int gsl::multifit::linear_wgenform2	(	matrix const &	LQR,
		vector const &	Ltau,
		matrix const &	X,
		vector const &	w,
		vector const &	y,
		vector const &	cs,
		matrix const &	M,
		vector &	c,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_wgenform2().

Parameters

LQR	A matrix
Ltau	A vector
X	A matrix
w	weight vector
y	A vector
cs	Standard form solution vector
M	Matrix [return]
c	solution vector for original problem [return]
work	A workspace

Returns: Error code on failure

Definition at line 884 of file multifit.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_wstdform1()

int gsl::multifit::linear_wstdform1	(	vector const &	L,
		matrix const &	X,
		vector const &	w,
		vector const &	y,
		matrix &	Xs,
		vector &	ys,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_wstdform1().

Parameters

L	Diagonal matrix
X	matrix
w	weight vector
y	vector
Xs	output matrix
ys	output vector
work	A workspace

Returns: Error code on failure

Definition at line 795 of file multifit.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ linear_wstdform2()

int gsl::multifit::linear_wstdform2	(	matrix const &	LQR,
		vector const &	Ltau,
		matrix const &	X,
		vector const &	w,
		vector const &	y,
		matrix &	Xs,
		vector &	ys,
		matrix &	M,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_linear_wstdform2().

Parameters

LQR	A matrix
Ltau	A vector
X	A matrix
w	weight vector
y	vector
Xs	A matrix [return]
ys	A vector [return]
M	Additional workspace matrix
work	A workspace

Returns: Error code on failure

Definition at line 838 of file multifit.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ make_function()

template<typename T >

function gsl::multifit::make_function ( T & t )

inline

Make a gsl::multifit::function from a function object that implements gsl::multifit::function::Concept.

Parameters

t	The function object.

Definition at line 370 of file multifit_function.hpp.

◆ robust()

int gsl::multifit::robust	(	matrix const &	X,
		vector const &	y,
		vector &	c,
		matrix &	cov,
		robust_workspace &	w
	)

inline

C++ version of gsl_multifit_robust().

Parameters

X	The matrix of predictor variables
y	The vector of dependent variables
c	The vector of coefficients [return]
cov	The variance–covariance matrix [return]
w	A robust_workspace

Returns: Error code on failure

Definition at line 696 of file multifit.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::robust_workspace::get().

◆ robust_bisquare()

static robust_type gsl::multifit::robust_bisquare ( )

inlinestatic

Robust linear static type.

Returns: the named robust linear estimation type

Definition at line 1112 of file multifit.hpp.

◆ robust_cauchy()

static robust_type gsl::multifit::robust_cauchy ( )

inlinestatic

Robust linear static type.

Returns: the named robust linear estimation type

Definition at line 1117 of file multifit.hpp.

◆ robust_default()

static robust_type gsl::multifit::robust_default ( )

inlinestatic

Robust linear static type.

Returns: the named robust linear estimation type

Definition at line 1107 of file multifit.hpp.

◆ robust_est()

int gsl::multifit::robust_est	(	vector const &	x,
		vector const &	c,
		matrix const &	cov,
		double &	y,
		double &	y_err
	)

inline

C++ version of gsl_multifit_robust_est().

Parameters

x	A vector of independent variables
c	A vector of coefficients
cov	A variance–covariance matrix
y	The predicted values
y_err	The standard deviation in the predicted values

Returns: Error code on failure

Definition at line 723 of file multifit.hpp.

References gsl::matrix::get(), and gsl::vector::get().

◆ robust_fair()

static robust_type gsl::multifit::robust_fair ( )

inlinestatic

Robust linear static type.

Returns: the named robust linear estimation type

Definition at line 1122 of file multifit.hpp.

◆ robust_huber()

static robust_type gsl::multifit::robust_huber ( )

inlinestatic

Robust linear static type.

Returns: the named robust linear estimation type

Definition at line 1127 of file multifit.hpp.

◆ robust_maxiter()

int gsl::multifit::robust_maxiter	(	size_t const	maxiter,
		robust_workspace &	w
	)

inline

C++ version of gsl_multifit_robust_maxiter().

Parameters

maxiter	New maximum number of iterations
w	A workspace

Returns: Error code on failure

Definition at line 1080 of file multifit.hpp.

References gsl::multifit::robust_workspace::get().

◆ robust_name()

char const * gsl::multifit::robust_name ( robust_workspace const & w )

inline

C++ version of gsl_multifit_robust_name().

Parameters

w	A robust_workspace

Returns: The name of the robust type

Definition at line 676 of file multifit.hpp.

References gsl::multifit::robust_workspace::get().

◆ robust_ols()

static robust_type gsl::multifit::robust_ols ( )

inlinestatic

Robust linear static type.

Returns: the named robust linear estimation type

Definition at line 1132 of file multifit.hpp.

◆ robust_residuals()

int gsl::multifit::robust_residuals	(	matrix const &	X,
		vector const &	y,
		vector const &	c,
		vector &	r,
		robust_workspace &	w
	)

inline

C++ version of gsl_multifit_robust_residuals().

Parameters

X	Input matrix
y	Input vector
c	Best fit parameters for \(y=Xc\)
r	Residuals [return]
w	A workspace

Returns: Error code on failure

Definition at line 1100 of file multifit.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::robust_workspace::get().

◆ robust_statistics()

robust_stats gsl::multifit::robust_statistics ( robust_workspace const & w )

inline

C++ version of gsl_multifit_robust_statistics().

Parameters

w	A robust_workspace

Returns: A gsl_multifit_robust_statistics object

Definition at line 684 of file multifit.hpp.

References gsl::multifit::robust_workspace::get().

◆ robust_tune()

int gsl::multifit::robust_tune	(	double const	tune,
		robust_workspace &	w
	)

inline

C++ version of gsl_multifit_robust_tune().

Parameters

tune	The tuning constant used to adjust the residuals at each iteration
w	A robust_workspace

Returns: Error code on failure

Definition at line 668 of file multifit.hpp.

References gsl::multifit::robust_workspace::get().

◆ robust_weights()

int gsl::multifit::robust_weights	(	vector const &	r,
		vector &	wts,
		robust_workspace &	w
	)

inline

C++ version of gsl_multifit_robust_weights().

Parameters

r	Residual vector
wts	Vector of weights
w	A workspace

Returns: Error code on failure

Definition at line 1089 of file multifit.hpp.

References gsl::vector::get(), and gsl::multifit::robust_workspace::get().

◆ robust_welsch()

static robust_type gsl::multifit::robust_welsch ( )

inlinestatic

Robust linear static type.

Returns: the named robust linear estimation type

Definition at line 1137 of file multifit.hpp.

◆ wlinear()

int gsl::multifit::wlinear	(	matrix const &	X,
		vector const &	w,
		vector const &	y,
		vector &	c,
		matrix &	cov,
		double &	chisq,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_wlinear().

Parameters

X	The matrix of predictor variables, which has one row for each observation and one column for each coefficient.
w	A vector of weights, which should be the reciprocals of the variances of the corresponding observations.
y	The vector of observations of the dependent variable.
c	The vector of coefficients (return value).
cov	The covariance matrix (return value).
chisq	The weighted sum of squares of the residuals of the best fit.
work	A linear_workspace object.

Returns: Error code on failure.

Definition at line 310 of file multifit.hpp.

References gsl::ran::chisq(), gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ wlinear_svd()

int gsl::multifit::wlinear_svd	(	matrix const &	X,
		vector const &	w,
		vector const &	y,
		double	tol,
		size_t &	rank,
		vector &	c,
		matrix &	cov,
		double &	chisq,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_wlinear_svd().

Parameters

X	The matrix of predictor variables, which has one row for each observation and one column for each coefficient.
w	A vector of weights, which should be the reciprocals of the variances of the corresponding observations.
y	The vector of observations of the dependent variable.
tol	The maximum allowed ratio \(s_i/s_0\), where \(s_i\) is the \(i\)th singular value; components of the singular value decomposition with smaller ratio than tol are discarded (return value).
rank	The effective rank after discarding components (return value).
c	The vector of coefficients (return value).
cov	The covariance matrix (return value).
chisq	The weighted sum of squares of the residuals of the best fit.
work	A linear_workspace object.

Returns: Error code on failure.

Definition at line 355 of file multifit.hpp.

References gsl::ran::chisq(), gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ wlinear_tsvd()

int gsl::multifit::wlinear_tsvd	(	matrix const &	X,
		vector const &	w,
		vector const &	y,
		double const	tol,
		vector &	c,
		matrix &	cov,
		double &	chisq,
		size_t &	rank,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_wlinear_tsvd().

Parameters

X	Predictor matrix
w	Weights
y	Observation vector
tol	Tolerance parameters
c	Best-fit parameters [return]
cov	Covariance matrix of model parameters [return]
chisq	Weighted sum of squares
rank	Effective rank
work	A workspace

Returns: Error code on failure

Definition at line 997 of file multifit.hpp.

References gsl::ran::chisq(), gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

◆ wlinear_usvd()

int gsl::multifit::wlinear_usvd	(	matrix const &	X,
		vector const &	w,
		vector const &	y,
		double	tol,
		size_t &	rank,
		vector &	c,
		matrix &	cov,
		double &	chisq,
		linear_workspace &	work
	)

inline

C++ version of gsl_multifit_wlinear_usvd().

Parameters

X	The matrix of predictor variables, which has one row for each observation and one column for each coefficient.
w	A vector of weights, which should be the reciprocals of the variances of the corresponding observations.
y	The vector of observations of the dependent variable.
tol	The maximum allowed ratio \(s_i/s_0\), where \(s_i\) is the \(i\)th singular value; components of the singular value decomposition with smaller ratio than tol are discarded (return value).
rank	The effective rank after discarding components (return value).
c	The vector of coefficients (return value).
cov	The covariance matrix (return value).
chisq	The weighted sum of squares of the residuals of the best fit.
work	A linear_workspace object.

Returns: Error code on failure.

Definition at line 402 of file multifit.hpp.

References gsl::ran::chisq(), gsl::matrix::get(), gsl::vector::get(), and gsl::multifit::linear_workspace::get().

Namespaces

Classes

Typedefs

Functions

Detailed Description

Typedef Documentation

◆ robust_stats

◆ robust_type

Function Documentation

◆ linear()

◆ linear_applyW()

◆ linear_bsvd()

◆ linear_est()

◆ linear_gcv()

◆ linear_gcv_calc()

◆ linear_gcv_curve()

◆ linear_gcv_init()

◆ linear_gcv_min()

◆ linear_genform1()

◆ linear_genform2()

◆ linear_L_decomp()

◆ linear_lcorner() [1/2]

◆ linear_lcorner() [2/2]

◆ linear_lcorner2() [1/2]

◆ linear_lcorner2() [2/2]

◆ linear_lcurvature()

◆ linear_lcurve()

◆ linear_Lk()

◆ linear_Lsobolev()

◆ linear_rank()

◆ linear_rcond()

◆ linear_residuals()

◆ linear_solve()

◆ linear_stdform1()

◆ linear_stdform2()

◆ linear_svd()

◆ linear_wgenform2()

◆ linear_wstdform1()

◆ linear_wstdform2()

◆ make_function()

◆ robust()

◆ robust_bisquare()

◆ robust_cauchy()

◆ robust_default()

◆ robust_est()

◆ robust_fair()

◆ robust_huber()

◆ robust_maxiter()

◆ robust_name()

◆ robust_ols()

◆ robust_residuals()

◆ robust_statistics()

◆ robust_tune()

◆ robust_weights()

◆ robust_welsch()

◆ wlinear()

◆ wlinear_svd()

◆ wlinear_tsvd()

◆ wlinear_usvd()